Report NEP-ETS-2011-03-26

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ETS

The following items were announced in this report:

• Masahiko Shibamoto & Yoshiro Tsutsui, 2011. "Note on the Interpretation of Convergence Speed in the Dynamic Panel Model," Discussion Paper Series DP2011-04, Research Institute for Economics & Business Administration, Kobe University.
• Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," Working Papers 2011_1, Deakin University, Department of Economics.
• Dong Jin Lee, 2011. "Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary," Working papers 2011-05, University of Connecticut, Department of Economics.
• Amélie Charles & Olivier Darné & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers 2010.07, School of Economics, La Trobe University.
• Item repec:dgr:uvatin:20110049 is not listed on IDEAS anymore

• Antonietta Mira & Daniele Imparato & Reza Solgi, 2011. "Zero Variance Markov Chain Monte Carlo for Bayesian Estimators," Economics and Quantitative Methods qf1109, Department of Economics, University of Insubria.
• Hong, Seung Hyun & Wagner, Martin, 2011. "Cointegrating Polynomial Regressions," Economics Series 264, Institute for Advanced Studies.
• Item repec:eui:euiwps:eco2011/03 is not listed on IDEAS anymore

• Zhi-Qiang Jiang & Wei-Xing Zhou, 2011. "Multifractal detrending moving average cross-correlation analysis," Papers 1103.2577, arXiv.org, revised Mar 2011.
• Di Iorio, Francesca & Triacca, Umberto, 2011. "Testing for non-causality by using the Autoregressive Metric," MPRA Paper 29637, University Library of Munich, Germany.